+3,557.0%
SHOP vs IBB
+130.8%
+3,426.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -2.3% |
| 7D | +2.8% | +0.8% | +2.0% | +2.1% |
| 30D | -14.2% | +5.2% | -19.4% | -19.3% |
| 3M | -5.5% | +8.6% | -14.1% | -15.2% |
| 6M | +32.8% | +27.8% | +5.0% | -2.8% |
| YTD | -8.9% | +28.8% | -37.7% | -35.1% |
| 1Y | -7.7% | +36.4% | -44.1% | -38.9% |
| 3Y | +139.0% | +89.3% | +49.7% | +1.9% |
| 5Y | -0.5% | +43.3% | -43.8% | -35.2% |
| 10Y | +3,557.0% | +130.6% | +3,426.4% | +1,451.9% |
| All | +3,557.0% | +130.8% | +3,426.3% | +1,451.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IBB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling